Econometric Analysis of Financial and Economic Time Series

Econometric Analysis of Financial and Economic Time Series Talks about the time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, application of the technique of boosting in volatility forecasting, and more. Wydawnictwo: Emerald Publishing Limited Rok wydania: 2006 Okładka: twarda Liczba stron: 408 Wymiary: 23.4 x 15.6 x 2.3 cm Język: angielski ISBN: 9780762312740